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Credit Portfolio Management - ECFS896
The purpose of this Unit is for Students to gain a working knowledge of credit risk management and credit models, with associated applications.
This unit follows on from the credit topics in Financial Risk Management and aims to provide a more in depth understanding of both credit fundamentals and the new tools of credit risk management that have emerged over the past decade.
The unit covers: techniques of default prediction; an understanding of credit portfolio characteristics such as correlation; active credit portfolio management in banks; the regulatory environment; and credit derivatives and structured credit.
Recent events surrounding the sub-prime crisis (or GFC) are discussed.
| Credit Points: | 2 |
| When Offered: | E1 - Evening; Offered in Session 1, North Ryde E2 - Evening; Offered in Session 2, North Ryde |
| Staff Contact(s): | Dr John Jarratt |
| Prerequisites: |
(Admission to MAppFin or PGCertAppFin) and ECFS865 and ECFS867 and ECFS868 |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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